+7,506.9%
SHW vs EWJ
+139.6%
+7,367.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +1.9% | +4.0% | -2.1% | +0.1% |
| 30D | +8.1% | -4.3% | +12.3% | +10.2% |
| 3M | -2.8% | -6.8% | +4.0% | +0.4% |
| 6M | +15.0% | -0.9% | +15.9% | +15.0% |
| YTD | +9.0% | +14.3% | -5.3% | +2.0% |
| 1Y | +4.5% | +15.3% | -10.8% | -2.7% |
| 3Y | +41.9% | +65.6% | -23.8% | +10.8% |
| 5Y | +10.7% | +47.5% | -36.7% | -8.9% |
| 10Y | +340.4% | +126.2% | +214.2% | +201.4% |
| All | +7,506.9% | +139.6% | +7,367.3% | +4,036.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling